+116.4%
FSLR vs FICO
+99.8%
+16.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +1.2% |
| 7D | 0.0% | -19.2% | +19.2% | +3.1% |
| 30D | -13.7% | -14.6% | +0.9% | -11.9% |
| 3M | -35.1% | -20.1% | -15.0% | -33.8% |
| 6M | +3.6% | -36.3% | +40.0% | +10.0% |
| YTD | -21.7% | -44.9% | +23.1% | -14.2% |
| 1Y | +1.3% | -38.6% | +39.9% | +6.8% |
| 3Y | +9.7% | +4.0% | +5.7% | -6.0% |
| All | +116.4% | +99.8% | +16.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling